-39.8%
CHWY vs IVZ
+115.5%
-155.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -12.0% | -2.4% | -9.6% | -11.3% |
| 30D | -6.2% | +2.5% | -8.7% | -7.1% |
| 3M | +5.5% | +17.1% | -11.6% | -0.6% |
| 6M | -17.8% | +35.1% | -52.9% | -26.3% |
| YTD | -36.2% | +24.3% | -60.5% | -41.3% |
| 1Y | -40.0% | +48.7% | -88.6% | -48.3% |
| 3Y | -8.3% | +135.6% | -143.9% | -34.5% |
| 5Y | -71.9% | +60.3% | -132.2% | -78.2% |
| All | -39.8% | +115.5% | -155.3% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling